Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47393.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45995.06 Kr¶

PnL: ---------------------------------------> -893.51 Kr¶

DD now: ---------------------------------> -2.543 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:29:22.337099'

Anic Portfolio¶

This Week¶

Return: -1.065 %¶

Total¶

Return: 55.183 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.960000 783.200000 110.200000 16.370000 673.000000
SAAB B 8 0.230000 3451.200000 74.200000 2.200000 3377.000000
Nordea Bank Abp 29 0.730000 3509.000000 55.000000 1.590000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.690000 392.500000 37.500000 10.560000 355.000000
Resurs Holding 22 1.560000 603.020000 29.020000 5.060000 573.999998
Intrum 4 1.430000 552.600000 25.600000 4.860000 527.000000
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Boozt 12 0.070000 1672.800000 18.800000 1.140000 1653.999996
Swedbank A 3 0.730000 580.050000 16.050000 2.850000 564.000000
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Securitas B 6 1.520000 584.880000 14.880000 2.610000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.220000 536.800000 4.800000 0.900000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.170000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 4.080000 574.500000 -20.070000 -3.380000 594.565215
CTEK 13 -3.530000 511.940000 -22.060000 -4.130000 533.999999
Essity B 2 0.180000 550.200000 -23.800000 -4.150000 574.000000
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 0.440000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46004.480000 -884.090000 -2.524% 46888.564618

Updated:¶

'2023-01-27 11:28:11.691043'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶